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Réseaux bancaires et risques de taux sur les particuliers

Author

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  • Sami Chahdoura
  • Marc-Antoine Kleinpeter

Abstract

[fre] Une méthode est proposée afin de suivre l'évolution du risque de taux d'établissements bancaires. Appliquée sur une période récente aux réseaux bancaires français et à la clientèle des particuliers, elle permet de rapprocher des flux d'épargne et des acquisitions de titres par les banques, elle isole des éléments de pressions sur les taux débiteurs et met en évidence un effet de réseaux. [eng] A method is suggested to evaluate interest rate risks evolutions of several banking institutions. Applied on a recent period and on the retail activity, it allows a comparaison between saving flows and bonds purchased by banks. It also explains pressures on mortgage rates, and captures networks effects.

Suggested Citation

  • Sami Chahdoura & Marc-Antoine Kleinpeter, 1998. "Réseaux bancaires et risques de taux sur les particuliers," Revue Française d'Économie, Programme National Persée, vol. 13(2), pages 149-168.
    • Handle: RePEc:prs:rfreco:rfeco_0769-0479_1998_num_13_2_1053
    DOI: 10.3406/rfeco.1998.1053
    Note: DOI:10.3406/rfeco.1998.1053
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